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Asymptotic Results for Sums of Independent Random Variables with Alternating Laws

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Soft Methods for Data Science (SMPS 2016)

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 456))

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Abstract

Stochastic models governed by an alternating dynamics arise in various applications. In several cases these models can be described by sums of independent random variables with alternating laws. The aim of this paper is to study the asymptotic behavior of these sums in the fashion of large deviations.

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References

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Author information

Authors and Affiliations

  1. Dipartimento di Matematica, Università di Roma Tor Vergata, Rome, Italy

    Claudio Macci

Authors
  1. Claudio Macci
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Correspondence to Claudio Macci .

Editor information

Editors and Affiliations

  1. Department of Statistical Sciences, Sapienza University of Rome, Rome, Italy

    Maria Brigida Ferraro

  2. Department of Statistical Sciences, Sapienza University of Rome, Roma, Italy

    Paolo Giordani

  3. Dept of Basic & Applied Sciences Engg, Sapienza University of Rome, Rome, Italy

    Barbara Vantaggi

  4. Dept of Stoc Metds,Polish Academy of Sci, Systems Research Institute, Warsaw, Poland

    Marek Gagolewski

  5. Dept of Statis&OR and MD, Univ de Oviedo, Oviedo, Spain

    María Ángeles Gil

  6. Dept of Stoc Metds,Polish Aca of Science, Systems Res Inst, Warsaw, Poland

    Przemysław Grzegorzewski

  7. Sys Res Inti, Dept of Stoch Methods, Polish Acadmy Sci in Warsaw, Warsaw, Poland

    Olgierd Hryniewicz

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Macci, C. (2017). Asymptotic Results for Sums of Independent Random Variables with Alternating Laws. In: Ferraro, M., et al. Soft Methods for Data Science. SMPS 2016. Advances in Intelligent Systems and Computing, vol 456. Springer, Cham. https://doi.org/10.1007/978-3-319-42972-4_42

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  • DOI: https://doi.org/10.1007/978-3-319-42972-4_42

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-42971-7

  • Online ISBN: 978-3-319-42972-4

  • eBook Packages: EngineeringEngineering (R0)

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